Games like Spelunky?

The Binding of Isaac and Steamworld Dig come to mind for some reason. Or Mark of the Ninja (even though it's not rogue like).

Rogue Legacy, didnt like at first when i saw its trailer, but got my copy, have more than 12 hours in game

Rogue Legacy is pretty funny, The Binding of Isaac too...Steamworld Dig seems a bit like Spelunky but I didn't try it

You should try Ascendant.

Which aspect of it do you like? The challenge, the rouge-like, the platforming, the exploring down? Different games match those different elements.

Steamworld Dig , Rogue Legacy and Dungeon of the Endless

La Mulana is the closest I guess.

If you want platformers in general then you should play Dust: An elysian tail, Trine 1+2, Waking Mars, Mark of the ninja, Aztaka, Pandemonium

and some others :)

Not like Spelunky but great platformers are for example Trine 1+2, Braid, Limbo or Rochard.

Super House of Dead Ninjas!

You can try it free on their site before you buy.

Free Super House of Dead Ninjas

RISK OF RAIN!

Rogue Legacy, a very good die and retry game !

Unepic & Mark of the NiNJA!

Aquaria is very good. It's not the same kind of game, but it's by the same creator and one of his best works.

Risk of Rain.

Fantastic game!

vagante is pretty cool, its still in alpha but i think it has a lot of potential and is pretty fun for an alpha.

Its sort of like spelunky + rogue legacy meets an rpg

You can't go wrong with Risk of Rain, then Rogue Legacy and Magicite are good options too.

Rogue Legacy if you like platforming with a lot of randomized elements.
Adventures of Shuggy if you like your platformers with different mechanics in each level. (I had to give it a few chances, but it's growing on me now...)
Super Meat Boy if you like your platforming just straight-up hard.
Super House of Dead Ninjas if you like your platforming straight-up hard and randomized.
I wanna be the Guy if you like things grossly unfair.
Mark of the Ninja if you want stealth in your platforming.